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~person:"Campbell, John Y."
~person:"Jacobs, Kris"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie enthalten"
~type_genre:"Research Report"
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Search: subject:"Risikoprämie"
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Risikoprämie
28
Risk premium
28
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Campbell, John Y.
Jacobs, Kris
Zaremba, Adam
26
Gupta, Rangan
20
Fabozzi, Frank J.
19
Zhou, Hao
16
Bansal, Ravi
15
Bekaert, Geert
15
Rubio, Gonzalo
15
Wolff, Christiaan Cornelis Petrus
15
Almeida, Caio
14
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13
Lustig, Hanno
13
Sarno, Lucio
13
Wohar, Mark E.
13
Bali, Turan G.
12
Bollerslev, Tim
12
Gollier, Christian
12
Tzavalis, Elias
12
Zhang, Jin E.
12
Benth, Fred Espen
11
Bhar, Ramaprasad
11
Bakshi, Gurdip S.
10
Christoffersen, Peter F.
10
Demirer, Rıza
10
Garcia, René
10
Guidolin, Massimo
10
Hammoudeh, Shawkat
10
Hassan, M. Kabir
10
Long, Huaigang
10
Miffre, Joëlle
10
Prokopczuk, Marcel
10
Ruan, Xinfeng
10
Tauchen, George Eugene
10
Wagner, Niklas F.
10
Wang, Junbo
10
Baillie, Richard
9
Cakici, Nusret
9
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9
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Journal of banking & finance
3
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3
Journal of political economy
3
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2
Review of finance : journal of the European Finance Association
2
The journal of finance : the journal of the American Finance Association
2
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2
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1
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1
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ECONIS (ZBW)
28
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1
Modeling conditional factor risk premia implied by index option returns
Fournier, Mathieu
;
Jacobs, Kris
;
Orłowski, Piotr
- In:
The journal of finance : the journal of the American …
79
(
2024
)
3
,
pp. 2289-2338
Persistent link: https://www.econbiz.de/10014535668
Saved in:
2
Option returns, risk premiums, and demand pressure in energy markets
Jacobs, Kris
;
Li, Bingxin
- In:
Journal of banking & finance
146
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014248220
Saved in:
3
Characterizing the variance risk premium : the role of the leverage effect
Hu, Guanglian
;
Jacobs, Kris
;
Seo, Sang Byung
- In:
Review of asset pricing studies : RAPS
12
(
2022
)
2
,
pp. 500-542
Persistent link: https://www.econbiz.de/10013253676
Saved in:
4
Supply, demand, and risk premiums in electricity markets
Jacobs, Kris
;
Li, Yu
;
Pirrong, Craig
- In:
Journal of banking & finance
135
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013401940
Saved in:
5
Option-based estimation of the price of coskewness and cokurtosis risk
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
; …
- In:
Journal of financial and quantitative analysis : JFQA
56
(
2021
)
1
,
pp. 65-91
Persistent link: https://www.econbiz.de/10012437371
Saved in:
6
Macroeconomic drivers of bond and equity risks
Campbell, John Y.
;
Pflueger, Carolin E.
;
Viceira, Luis M.
- In:
Journal of political economy
128
(
2020
)
8
,
pp. 3148-3185
Persistent link: https://www.econbiz.de/10012418035
Saved in:
7
Pricing structured products with economic covariates
Choi, Yong Seok
;
Doshi, Hitesh
;
Jacobs, Kris
;
Turnbull, …
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 754-773
Persistent link: https://www.econbiz.de/10012543222
Saved in:
8
Dynamic dependence and diversification in corporate credit
Christoffersen, Peter F.
;
Jacobs, Kris
;
Jin, Xisong
; …
- In:
Review of finance : journal of the European Finance …
22
(
2018
)
2
,
pp. 521-560
Persistent link: https://www.econbiz.de/10011990811
Saved in:
9
Illiquidity premia in the equity options market
Christoffersen, Peter F.
;
Goyenko, Ruslan
;
Jacobs, Kris
; …
- In:
The review of financial studies
31
(
2018
)
3
,
pp. 811-851
Persistent link: https://www.econbiz.de/10011925271
Saved in:
10
Comment on: nonparametric tail risk, stock returns, and the macroeconomy
Jacobs, Kris
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
3
,
pp. 410-412
Persistent link: https://www.econbiz.de/10011987533
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